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| author | Guillaume Horel <guillaume.horel@gmail.com> | 2019-03-06 13:19:55 -0500 |
|---|---|---|
| committer | Guillaume Horel <guillaume.horel@gmail.com> | 2019-03-06 13:19:55 -0500 |
| commit | e21f6b729568c00e761ab2daa7ab44fbd734758e (patch) | |
| tree | 493d22c0aa02f6cc0462cea980e8ee2073306d5a | |
| parent | ab0801a6e709a45f31f5eee2e978ba1d4d4ba27d (diff) | |
| download | pyisda-e21f6b729568c00e761ab2daa7ab44fbd734758e.tar.gz | |
constify
| -rw-r--r-- | pyisda/curve.pxd | 6 | ||||
| -rw-r--r-- | pyisda/curve.pyx | 10 |
2 files changed, 8 insertions, 8 deletions
diff --git a/pyisda/curve.pxd b/pyisda/curve.pxd index d3ee92e..698674a 100644 --- a/pyisda/curve.pxd +++ b/pyisda/curve.pxd @@ -151,11 +151,11 @@ cdef extern from "isda/cds.h" nogil: # a calendar with no holidays and including weekends. char *calendar, # Interest rate discount curve - assumes flat forward interpolation - TCurve *discCurve, + const TCurve *discCurve, # Credit clean spread curve - TCurve *spreadCurve, + const TCurve *spreadCurve, # Assumed recovery rate in case of default - double *recoveryRate, + const double *recoveryRate, # Output - par spreads for the CDS are returned (see also isPriceClean) double *parSpread) diff --git a/pyisda/curve.pyx b/pyisda/curve.pyx index 299de8e..702e89e 100644 --- a/pyisda/curve.pyx +++ b/pyisda/curve.pyx @@ -483,8 +483,8 @@ cdef class SpreadCurve(Curve): @cython.initializedcheck(False) def __init__(self, today, YieldCurve yc not None, start_date, step_in_date, cash_settle_date, end_dates, - double[:] coupon_rates, double[:] upfront_rates, - double[:] recovery_rates, bint pay_accrued_on_default=True, + const double[:] coupon_rates, const double[:] upfront_rates, + const double[:] recovery_rates, bint pay_accrued_on_default=True, str ticker="", Seniority seniority=Senior, DocClause doc_clause=XR14, bint fill_curve=True, defaulted=None): @@ -794,7 +794,7 @@ cdef class SpreadCurve(Curve): @cython.boundscheck(False) def par_spread(self, today, step_in_date, start_date, end_dates, - double[:] recovery_rates, YieldCurve yc not None, + const double[:] recovery_rates, YieldCurve yc not None, bint pay_accrued_on_default=True): """ Parameters @@ -830,8 +830,8 @@ cdef class SpreadCurve(Curve): ACT_360, MODIFIED, b'NONE', - yc._thisptr.get(), - self._thisptr.get(), + get_TCurve(yc), + get_TCurve(self), &recovery_rates[0], par_spreads) free(end_dates_c) |